CME British Pound Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 1.6480 1.6287 -0.0193 -1.2% 1.6507
High 1.6498 1.6324 -0.0174 -1.1% 1.6742
Low 1.6321 1.6092 -0.0229 -1.4% 1.6321
Close 1.6420 1.6249 -0.0171 -1.0% 1.6420
Range 0.0177 0.0232 0.0055 31.1% 0.0421
ATR 0.0237 0.0244 0.0006 2.7% 0.0000
Volume 93,242 107,146 13,904 14.9% 381,142
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.6918 1.6815 1.6377
R3 1.6686 1.6583 1.6313
R2 1.6454 1.6454 1.6292
R1 1.6351 1.6351 1.6270 1.6287
PP 1.6222 1.6222 1.6222 1.6189
S1 1.6119 1.6119 1.6228 1.6055
S2 1.5990 1.5990 1.6206
S3 1.5758 1.5887 1.6185
S4 1.5526 1.5655 1.6121
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.7757 1.7510 1.6652
R3 1.7336 1.7089 1.6536
R2 1.6915 1.6915 1.6497
R1 1.6668 1.6668 1.6459 1.6581
PP 1.6494 1.6494 1.6494 1.6451
S1 1.6247 1.6247 1.6381 1.6160
S2 1.6073 1.6073 1.6343
S3 1.5652 1.5826 1.6304
S4 1.5231 1.5405 1.6188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6742 1.6092 0.0650 4.0% 0.0212 1.3% 24% False True 97,657
10 1.6742 1.6092 0.0650 4.0% 0.0220 1.4% 24% False True 100,553
20 1.6742 1.5795 0.0947 5.8% 0.0249 1.5% 48% False False 85,076
40 1.6742 1.5061 0.1681 10.3% 0.0237 1.5% 71% False False 43,921
60 1.6742 1.4446 0.2296 14.1% 0.0197 1.2% 79% False False 29,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0066
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7310
2.618 1.6931
1.618 1.6699
1.000 1.6556
0.618 1.6467
HIGH 1.6324
0.618 1.6235
0.500 1.6208
0.382 1.6181
LOW 1.6092
0.618 1.5949
1.000 1.5860
1.618 1.5717
2.618 1.5485
4.250 1.5106
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 1.6235 1.6319
PP 1.6222 1.6296
S1 1.6208 1.6272

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols